The recommended and probably the best fluid to put in would be OEM stuff. Believe its made by Pentosin. However many people put in multi vehicle, dexron/mercon, mercon V and it works fine. I put multi vehicle atf in my 02 VW 2.0L which has the same transmission (01M) as yours and works fine. Its up to you what you want to put in.
I would say that changing the transmission fluid and filter is relatively easy on this transmission. The pan is held by only 4 bolts which I find interesting on something that is supposedly lifetime fill. Even has a drain plug too.
You will need to remove 2 splash covers and the metal guard in front of the transmission pan. Before going further I would make sure you know where to fill. Once the front metal guard on the pan is removed its right there, can't miss it. The fill tube is located facing at an angle upwards toward the front. There is a red security cap that first needs to be pryed off, don't worry if you break the cap. In my opinion the security cap is not really necessary to reinstall back because its not the actual fill cap. However you should be careful about prying off the actual fill cap, there are tabs on both sides that hold the cap on the tube. I insert a length of clear tubing that will fit into the fill hole and the other end I have funnel. I find its easier to pour in than to pump fluid in, let gravity do the work. There is another alternative way to fill is from the top of the transmission you remove the sensor. This works however its kind of tight clearance to get the screw off the sensor, might be easier with the battery out of the way. The advantage of this method is you don't have to worry about prying the cap off the fill tube and breaking it.
The drain plug uses either a 5mm or 6mm hex. There is also a overflow tube which you remove that uses the same size hex key fully drain the pan. Make sure that overflow tube is reinstalled after taking it out. I would try to catch all the fluid that came out from the pan so you can measure and get an idea how much came out.
Don't know if you have access to a vag-com which is needed to check the transmission fluid temperature. You are suppose to check the level at 35-45C while car is running. You remove the check plug which is the drain plug. The idea is the overflow tube is kind of like a toilet tank overflow pipe. If it comes out as a small steady stream then it is about right. This can be very tricky. If you don't have a vag-com some people just feel the pan when its warm to the touch then its about body temperature. From my experience it takes around 3.25-3.5 quarts for a fluid and filter change. I cannot say if this is the right way but if you measured how much came out then you have an idea how much to pour back in.
Here are some links for how to change the fluid/filter on the 01M. Its not too difficult just make sure you are familiar with the procedure. Good luck.
http://www.kansascitytdi.com/01M Filter change.htm
http://forums.tdiclub.com/showthread.php?p=288052